+4,681.2%
DELL vs RIG
-41.7%
+4,723.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.8% | +4.3% | +1.9% |
| 7D | +14.9% | +0.9% | +14.0% | +14.8% |
| 30D | +13.3% | +13.8% | -0.5% | +11.0% |
| 3M | +24.4% | -6.4% | +30.8% | +25.3% |
| 6M | +258.0% | -8.2% | +266.2% | +259.8% |
| YTD | +320.2% | +41.6% | +278.5% | +295.6% |
| 1Y | +319.1% | +88.7% | +230.3% | +276.6% |
| 3Y | +706.5% | -30.9% | +737.4% | +703.1% |
| 5Y | +1,071.9% | +57.7% | +1,014.2% | +900.2% |
| 10Y | +4,683.5% | -39.3% | +4,722.7% | +3,484.0% |
| All | +4,681.2% | -41.7% | +4,723.0% | +3,560.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling